Abstract
This report presents two scalar auxiliary variable (SAV) ensemble algorithms based on artificial compressibility (AC) for fast computation of incompressible flow ensembles. We combine and exploit three numerical techniques: ensemble timestepping, SAV, AC, to design extremely efficient and fast algorithms for the computation of a (possibly large) Navier-Stokes flow ensemble. The proposed numerical algorithms feature that (1) all ensemble members share a common constant coefficient matrix allowing the use of efficient block solvers to significantly reduce required computational cost and (2) the computation of the velocity and the pressure is decoupled, and the pressure can be updated directly without solving a Poisson equation, further reducing the overall computational cost. We prove both algorithms are long time stable under a parameter fluctuation condition, without any timestep constraints. Extensive numerical tests are also presented to demonstrate the efficiency and effectiveness of the ensemble algorithms.
Similar content being viewed by others
Data availability
Data sharing not applicable to this article as no datasets were generated or analyzed during the current study.
References
Babuška, I., Nobile, F., Tempone, R.: A stochastic collocation method for elliptic partial differential equations with random input data. SIAM J. Numer. Anal. 45, 1005–1034 (2007)
Ben-Artzi, M., Croisille, J.-P., Fishelov, D.: Navier-stokes equations in planar domains. Imperial College Press, London (2013)
Calandra, H., Gratton, S., Langou, J., Pinel, X., Vasseur, X.: Flexible Variants of Block Restarted GMRES Methods with Application to Geophysics. SIAM J. Scientif. Comput. 34(2), 714–736 (2012)
Chen, R.M., Layton, W., McLaughlin, M.: Analysis of variable-step/non-autonomous artificial compression methods. J. Math. Fluid Mechan. 21, 30 (2019)
Chorin, A.J.: A numerical method for solving incompressible viscous flow problems. J. Comput. Phys. 2, 12–26 (1967)
Connors, J.: An ensemble-based conventional turbulence model for fluid-fluid interaction. Int. J. Numer. Anal. Model. 15, 492–519 (2018)
DeCaria, V., Illiescu, T., Layton, W., McLaughlin, M., Schneier, M.: An artificial compression reduced order model. SIAM J. Numer. Anal. 58, 565–589 (2020)
DeCaria, V., Layton, W., McLaughlin, M.: A conservative, second order, unconditionally stable artificial compression method. Comput. Methods Appl. Mechan. Eng. 325, 733–747 (2017)
DeCaria, V., Layton, W., McLaughlin, M.: An analysis of the Robert-Asselin time filter for the correction of nonphysical acoustics in an artificial compression method. Numer. Methods Partial Differ. Equ. 35, 916–935 (2019)
Fiordilino, J.: A second order ensemble timestepping algorithm for natural convection. SIAM J. Numer. Anal. 56, 816–837 (2018)
Fiordilino, J.: Ensemble time-stepping algorithms for the heat equation with uncertain conductivity. Numer. Methods Partial Differ. Equ. 34, 1901–1916 (2018)
Fiordilino, J., Khankan, S.: Ensemble timestepping algorithms for natural convection. Int. J. Numer. Anal. Model. 15, 524–551 (2018)
Fiordilino, J., McLaughlin, M.: An artificial compressibility ensemble timestepping algorithm for flow problems, (2017) arXiv:1712.06271
Gallopulos, E., Simoncini, V.: Convergence of BLOCK GMRES and matrix polynomials. Lin. Alg. Appl. 247, 97–119 (1996)
Guermond, J.-L., Quartapelle, L.: On stability and convergence of projection methods based on pressure Poisson equation. Int. J. Numer. Methods Fluids 26, 1039–1053 (1998)
Gunzburger, M., Iliescu, T., Schneier, M.: A Leray regularized ensemble-proper orthogonal decomposition method for parameterized convection-dominated flows. IMA J. Numer. Anal. 40, 886–913 (2020)
Gunzburger, M., Jiang, N., Schneier, M.: An ensemble-proper orthogonal decomposition method for the nonstationary Navier-Stokes equations. SIAM J. Numer. Anal. 55, 286–304 (2017)
Gunzburger, M., Jiang, N., Wang, Z.: An efficient algorithm for simulating ensembles of parameterized flow problems. IMA J. Numer. Anal. 39, 1180–1205 (2019)
Guermond, J., Minev, P.: High-order time stepping for the incompressible Navier-Stokes equations. SIAM J. Scientif. Comput. 37, A2656–A2681 (2015)
Guermond, J., Minev, P.: High-order time stepping for the Navier-Stokes equations with minimal computational complexity. J. Comput. Appl. Math. 310, 92–103 (2017)
Guermond, J., Minev, P.: High-order adaptive time stepping for the incompressible Navier-Stokes equations. SIAM J. Scient. Comput. 41, A770–A788 (2019)
Gunzburger, M., Webster, C., Zhang, G.: Stochastic finite element methods for partial differential equations with random input data. Acta Numer. 23, 521–650 (2014)
He, X., Jiang, N., Qiu, C.: An artificial compressibility ensemble algorithm for a stochastic Stokes-Darcy model with random hydraulic conductivity and interface conditions. Int. J. Numer. Methods Eng. 121, 712–739 (2020)
Hosder, S., Walters, R., Perez, R.: A non-intrusive polynomial chaos method for uncertainty propagation in CFD simulations, AIAA-Paper 2006–891, 44th AIAA Aerospace Sciences Meeting and Exhibit. Reno, NV, CD-ROM (2006)
Ji, H., Li, Y.: A breakdown-free block conjugate gradient method. BIT Numer. Math. 57(2), 379–403 (2017)
Jiang, N., Kaya, S., Layton, W.: Analysis of model variance for ensemble based turbulence modeling. Comput. Methods Appl. Math. 15, 173–188 (2015)
Jiang, N., Layton, W.: An algorithm for fast calculation of flow ensembles. Int. J. Uncert. Quantif. 4, 273–301 (2014)
Jiang, N., Layton, W.: Numerical analysis of two ensemble eddy viscosity numerical regularizations of fluid motion. Numer. Methods Partial Differ. Equ. 31, 630–651 (2015)
Jiang, N., Li, Y., Yang, H.: An artificial compressibility Crank-Nicolson leap-frog method for the Stokes-Darcy model and application in ensemble simulations. SIAM J. Numer. Anal. 59, 401–428 (2021)
Jiang, N., Tran, H.: Analysis of a stabilized CNLF method with fast slow wave splittings for flow problems. Comput. Methods Appl. Math. 15, 307–330 (2015)
Jiang, N., Yang, H.: Stabilized scalar auxiliary variable ensemble algorithms for parameterized flow problems. SIAM J. Scientif. Comput. 43, A2869–A2896 (2021)
Jiang, N., Yang, H.: SAV decoupled ensemble algorithms for fast computation of Stokes Darcy flow ensembles. Comput. Methods Appl. Mechan. Eng. 387, 114150 (2021)
John, V.: Reference values for drag and lift of a two-dimensional time-dependent flow around a cylinder. Int. J. Numer. Meth. Fluids 44, 777–788 (2004)
Ju, L., Leng, W., Wang, Z., Yuan, S.: Numerical investigation of ensemble methods with block iterative solvers for evolution problems. Discrete and Continuous Dynamical Systems - Series B 25, 4905–4923 (2020)
Kuznetsov, B., Vladimirova, N., Yanenko, N.: Numerical Calculation of the Symmetrical Flow of Viscous Incompressible Liquid around a Plate (in Russian), Studies in Mathematics and its Applications. Nauka, Moscow (1966)
Layton, W., McLaughlin, M.: Doubly-adaptive artificial compression methods for incompressible flow. J. Numer. Math. 28, 175–192 (2020)
Layton, W., Takhirov, A., Sussman, M.: Instability of Crank-Nicolson leap-frog for nonautonomous systems. Int. J. Numer. Anal. Model. Ser. B 5, 289–298 (2014)
Li, N., Fiordilino, J., Feng, X.: Ensemble time-stepping algorithm for the convection-diffusion equation with random diffusivity. J. Scientif. Comput. 79, 1271–1293 (2019)
Li, Y., Hou, Y., Rong, Y.: A second-order artificial compression method for the evolutionary Stokes-Darcy system. Numer. Algo. 84, 1019–1048 (2020)
Li, X., Shen, J.: Error analysis of the SAV-MAC scheme for the Navier-Stokes equations. SIAM J. Numer. Anal. 58, 2465–2491 (2020)
Lin, L., Yang, Z., Dong, S.: Numerical approximation of incompressible Naiver-Stokes equations based on an auxiliary energy variable. J. Comput. Phys. 388, 1–22 (2019)
Luo, Y., Wang, Z.: An ensemble algorithm for numerical solutions to deterministic and random parabolic PDEs. SIAM J. Numer. Anal. 56, 859–876 (2018)
Luo, Y., Wang, Z.: A multilevel Monte Carlo ensemble scheme for random parabolic PDEs. SIAM J. Scientif. Comput. 41, A622–A642 (2019)
McCarthy, J.F.: Block-conjugate-gradient method. Phys. Rev. D 40, 2149 (1989)
Mohebujjaman, M., Rebholz, L.: An efficient algorithm for computation of MHD flow ensembles. Comput. Methods Appl. Math. 17, 121–137 (2017)
O’Leary, D.P.: The block conjugate gradient algorithm and related methods. Linear Algebra Appl. 29, 293–322 (1980)
Philippe, A., Pierre, F.: Convergence results for the vector penalty-projection and two-step artificial compressibility methods. Discrete & Continuous Dynamical Systems - Series B 17, 1383–1405 (2012)
Reagan, M., Najm, H.N., Ghanem, R.G., Knio, O.M.: Uncertainty quantification in reacting-flow simulations through non-intrusive spectral projection. Combustion and Flame 132, 545–555 (2003)
Rong, Y., Layton, W., Zhao, H.: Numerical analysis of an artificial compression method for Magnetohydrodynamic flows at low magnetic Reynolds numbers. J. Scientif. Comput. 76, 1458–1483 (2018)
Schäfer, M., Turek, S.: Benchmark computations of laminar flow around cylinder, In: Flow Simulation with HighPerformance Computers II, Notes Numer. Fluid Mech. 52, Vieweg, Wiesbaden, pp. 547–566 (1996)
Shen, J., Xu, J.: Convergence and error analysis for the scalar auxiliary variable (SAV) schemes to gradient flows. SIAM J. Numer. Anal. 56, 2895–2912 (2018)
Shen, J., Xu, J., Yang, J.: The scalar auxiliary variable (SAV) approach for gradient flows. J. Comput. Phys. 353, 407–416 (2018)
Takhirov, A., Neda, M., Waters, J.: Time relaxation algorithm for flow ensembles. Numer. Methods Partial Differ. Equ. 32, 757–777 (2016)
Takhirov, A., Waters, J.: Ensemble algorithm for parametrized flow problems with energy stable open boundary conditions. Comput. Methods Appl. Math. 20, 531–554 (2020)
Temam, R.: Sur l’approximation de la solution des équations de Navier-Stokes par la méthode des pas fractionnaires (I). Arch. Rational. Mech. Anal. 33, 135–153 (1969)
Temam, R.: Sur l’approximation de la solution des équations de Navier-Stokes par la méthode des pas fractionnaires (II). Arch. Rational. Mech. Anal. 33, 377–385 (1969)
Xiu, D., Hesthaven, J.S.: High-order collocation methods for differential equations with random inputs. SIAM J. Scientif. Comput. 27, 1118–1139 (2005)
Xiu, D., Karniadakis, G.E.: Modeling uncertainty in flow simulations via generalized polynomial chaos. J. Comput. Phys. 187, 137–167 (2003)
Xiu, D., Karniadakis, G.E.: A new stochastic approach to transient heat conduction modeling with uncertainty. Int. J. Heat Mass Transfer 46, 4681–4693 (2003)
Funding
Nan Jiang was partially supported by the US National Science Foundation grants DMS-1720001, DMS-2120413, and DMS-2143331. Huanhuan Yang was supported in part by the National Natural Science Foundation of China under grant 11801348, the key research projects of general universities in Guangdong Province (grant 019KZDXM034), and the basic research and applied basic research projects in Guangdong Province (Projects of Guangdong, Hong Kong and Macao Center for Applied Mathematics, grant 2020B1515310018).
Author information
Authors and Affiliations
Corresponding author
Ethics declarations
Conflict of interest
The authors declare no competing interests.
Additional information
Publisher's note
Springer Nature remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.
Rights and permissions
Springer Nature or its licensor holds exclusive rights to this article under a publishing agreement with the author(s) or other rightsholder(s); author self-archiving of the accepted manuscript version of this article is solely governed by the terms of such publishing agreement and applicable law.
About this article
Cite this article
Jiang, N., Yang, H. Artificial compressibility SAV ensemble algorithms for the incompressible Navier-Stokes equations. Numer Algor 92, 2161–2188 (2023). https://doi.org/10.1007/s11075-022-01382-z
Received:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s11075-022-01382-z